-30.9%
WULF vs CCL
-2.4%
-28.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.2% |
| 7D | -0.6% | -4.3% | +3.7% | +2.1% |
| 30D | -3.6% | -19.0% | +15.3% | +8.8% |
| 3M | -30.4% | -13.1% | -17.3% | -25.3% |
| 6M | +12.5% | -13.3% | +25.8% | +20.6% |
| YTD | +40.5% | -25.2% | +65.7% | +63.4% |
| 1Y | +53.0% | -27.2% | +80.2% | +77.0% |
| 3Y | +796.7% | +49.2% | +747.4% | +602.0% |
| 5Y | -30.9% | +0.4% | -31.2% | -49.8% |
| All | -30.9% | -2.4% | -28.4% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling